They don't make your car any quicker, they're just for keeping the turbo spinning whilst you're changing gear to reduce lag.

I've heard rumours that alot of Dump Valves DON'T actually do this on the Escort RS Turbo. But Proven Products in Tavistock claim to have a solution that works.

I agree with the above though (sounding like a bus), I had a dump valve on my renault 5 about 5 years ago. I had one on my RST when I bought it, but bought some new samco hoses so I can take it off.